JFR vs RYLD

Comparison between Nuveen Floating Rate Income Fund (JFR, ETF) and GLOBAL X RUSSELL 2000 COVERED CALL ETF (RYLD, ETF).

5-Year PerformanceJFR has outperformed RYLD, delivering a return of +6.4% compared to +3.4%

JFR vs RYLD - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	JFR(ETF)	RYLD(ETF)
Net Assets	$1.30B	$1.40B
Expense Ratio	N/A	0.60%
Max Drawdown	70.11%	48.37%
Sharpe Ratio	0.01	1.80
5Y Beta	0.34	0.72
5Y Dividends CAGR	11.37%	-7.60%

Net Assets

JFR

$1.30B

Winner

RYLD

$1.40B

Expense Ratio

JFR

N/A

RYLD

0.60%

Max Drawdown

JFR

70.11%

Winner

RYLD

48.37%

Sharpe Ratio

JFR

0.01

Winner

RYLD

1.80

5Y Beta

Winner

JFR

0.34

RYLD

0.72

5Y Dividends CAGR

Winner

JFR

11.37%

RYLD

-7.60%

JFR vs RYLD - Historical Returns

Returns include dividend reinvestment.

Period	JFR	RYLD
1 month	+2.07%	+3.15%
3 months	+6.54%	+7.90%
6 months	+6.74%	+10.71%
1 year	+3.56%	+24.88%
5 years(CAGR)	+6.43%	+3.39%
10 years(CAGR)	+6.03%	N/A
Max(CAGR)	+4.97%	+6.09%

JFR

+2.07%

Winner

RYLD

+3.15%

JFR

+6.54%

Winner

RYLD

+7.90%

JFR

+6.74%

Winner

RYLD

+10.71%

JFR

+3.56%

Winner

RYLD

+24.88%

5Y(CAGR)

Winner

JFR

+6.43%

RYLD

+3.39%

10Y(CAGR)

JFR

+6.03%

RYLD

N/A

Max(CAGR)

JFR

+4.97%

Winner

RYLD

+6.09%

JFR vs RYLD - Annual Returns (2004 - 2026)

Returns include dividend reinvestment.

Year	JFR	RYLD
2026	+7.06%	+13.57%
2025	-1.37%	+5.55%
2024	+20.56%	+10.31%
2023	+15.24%	+0.38%
2022	-14.96%	-13.44%
2021	+24.23%	+23.31%
2020	-7.58%	-0.35%
2019	+18.36%	+8.91%
2018	-11.62%	N/A
2017	+2.78%	N/A
2016	+23.75%	N/A
2015	-0.21%	N/A
2014	-2.02%	N/A
2013	+2.56%	N/A
2012	+21.25%	N/A
2011	-0.88%	N/A
2010	+19.48%	N/A
2009	+71.84%	N/A
2008	-42.63%	N/A
2007	-8.35%	N/A
2006	+16.66%	N/A
2005	-4.10%	N/A
2004	-8.97%	N/A

JFR vs RYLD Drawdown Comparison

The maximum drawdown for JFR was -62.58%, occurring on Dec 9, 2008. Recovery took 681 trading sessions.

The maximum drawdown for RYLD was -41.52%, occurring on Mar 18, 2020. Recovery took 223 trading sessions.

Rank	JFR	RYLD
#1	-62.58% Jun 22, 2007 - Mar 8, 2010	-41.52% Feb 20, 2020 - Jan 7, 2021
#2	-47.67% Jan 24, 2020 - Mar 9, 2021	-21.36% Nov 19, 2021 - Jan 5, 2026
#3	-20.38% Feb 9, 2022 - Feb 6, 2024	-6.30% Feb 26, 2026 - May 1, 2026
#4	-20.27% May 19, 2011 - Apr 2, 2012	-5.29% Jul 30, 2019 - Oct 28, 2019
#5	-18.76% Mar 11, 2013 - Aug 29, 2016	-4.66% Jan 16, 2020 - Feb 13, 2020
#6	-18.14% Oct 23, 2017 - Dec 27, 2019	-4.46% Apr 28, 2021 - May 24, 2021
#7	-16.10% Apr 14, 2010 - Dec 17, 2010	-4.23% Jul 1, 2021 - Aug 11, 2021
#8	-15.46% Mar 25, 2004 - Nov 30, 2006	-4.21% Mar 22, 2021 - Apr 1, 2021
#9	-15.30% Dec 10, 2024 - Jul 31, 2025	-4.08% May 3, 2019 - Jun 13, 2019
#10	-8.83% May 1, 2012 - Jul 20, 2012	-3.68% Mar 1, 2021 - Mar 10, 2021
#11	-8.61% Aug 8, 2025 - Jun 11, 2026	-2.73% Aug 12, 2021 - Aug 27, 2021
#12	-7.42% Nov 2, 2012 - Jan 9, 2013	-2.61% Jan 22, 2026 - Feb 9, 2026
#13	-7.04% Feb 3, 2017 - May 24, 2017	-2.60% Jan 22, 2021 - Feb 3, 2021
#14	-5.92% Jan 14, 2022 - Feb 9, 2022	-2.05% Feb 24, 2021 - Mar 1, 2021
#15	-5.43% Jul 25, 2024 - Aug 14, 2024	-2.04% Apr 16, 2021 - Apr 23, 2021

Correlation

Correlation between JFR and RYLD is 0.82 which considered as a strong positive correlation - the stocks tend to move together.

0.82

-101

Dividend Comparison (2004 - 2026)

JFR vs RYLD dividend yield comparison.

Year	JFR	RYLD
2026	7.20%	6.73%
2025	13.03%	12.00%
2024	11.43%	12.03%
2023	11.51%	12.64%
2022	9.61%	13.49%
2021	6.66%	12.35%
2020	7.19%	10.76%
2019	7.19%	6.43%
2018	7.95%	0.00%
2017	7.23%	0.00%
2016	6.38%	0.00%
2015	7.03%	0.00%
2014	6.62%	0.00%
2013	7.15%	0.00%
2012	7.72%	0.00%
2011	8.16%	0.00%
2010	5.31%	0.00%
2009	5.31%	0.00%
2008	14.89%	0.00%
2007	10.40%	0.00%
2006	7.89%	0.00%
2005	7.27%	0.00%
2004	3.88%	0.00%